Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.019406 0.022000 0.024816 0.028104 0.031836 0.035944 0.040811
2025-06-08 0.015037 0.018533 0.022660 0.027897 0.034374 0.042132 0.052150
2025-06-15 0.013063 0.017040 0.022011 0.028690 0.037448 0.048566 0.063798
2025-06-22 0.011007 0.015036 0.020309 0.027731 0.037940 0.051531 0.071077
2025-06-29 0.009644 0.013710 0.019248 0.027366 0.039003 0.055150 0.079376
2025-07-06 0.008379 0.012340 0.017932 0.026428 0.039066 0.057261 0.085612
2025-07-13 0.007869 0.011976 0.017966 0.027377 0.041863 0.063447 0.098285
2025-07-20 0.007365 0.011552 0.017848 0.028048 0.044258 0.069188 0.110768
2025-07-27 0.006970 0.011246 0.017863 0.028896 0.046962 0.075590 0.124831
2025-08-03 0.006398 0.010599 0.017272 0.028705 0.047953 0.079318 0.134843
2025-08-10 0.005931 0.010073 0.016821 0.028683 0.049187 0.083498 0.145933
2025-08-17 0.005439 0.009458 0.016163 0.028239 0.049643 0.086373 0.154977
2025-08-24 0.005135 0.009147 0.016004 0.028661 0.051678 0.092205 0.169948
2025-08-31 0.004755 0.008668 0.015513 0.028455 0.052577 0.096118 0.181826
2025-09-07 0.004568 0.008518 0.015586 0.029264 0.055383 0.103691 0.201221
2025-09-14 0.004144 0.007891 0.014741 0.028286 0.054741 0.104792 0.208260
2025-09-21 0.003845 0.007472 0.014241 0.027913 0.055208 0.108007 0.219704
2025-09-28 0.003501 0.006938 0.013477 0.026956 0.054436 0.108729 0.226152
2025-10-05 0.003416 0.006905 0.013677 0.027924 0.057596 0.117498 0.250000
2025-10-12 0.003304 0.006806 0.013736 0.028609 0.060229 0.125408 0.272762
2025-10-19 0.003217 0.006751 0.013879 0.029475 0.063310 0.134492 0.298899
2025-10-26 0.003029 0.006471 0.013535 0.029280 0.064099 0.138787 0.314834
2025-11-02 0.002872 0.006242 0.013282 0.029257 0.065256 0.143958 0.333213